Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47659.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46264.76 Kr¶

PnL: ---------------------------------------> -623.81 Kr¶

DD now: ---------------------------------> -1.995 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 16:01:22.941926'

Anic Portfolio¶

Today¶

Return: -0.675 %¶

This Week¶

Return: -0.528 %¶

Total¶

Return: 56.026 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.230000 2803.500000 167.500000 6.350000 2636.000010
Beijer Electronics Group 26 -2.760000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 -1.300000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.780000 393.900000 38.900000 10.960000 355.000000
HMS Networks 2 -1.230000 708.400000 35.400000 5.260000 673.000000
MedCap 2 -1.940000 456.000000 35.000000 8.310000 421.000000
Resurs Holding 22 0.400000 606.100000 32.100000 5.590000 573.999998
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.000000 564.800000 21.800000 4.010000 543.000000
Intrum 4 -0.330000 544.600000 17.600000 3.340000 527.000000
SAAB B 8 -0.260000 3394.400000 17.400000 0.520000 3377.000000
Securitas B 6 1.010000 585.840000 15.840000 2.780000 570.000000
Swedbank A 3 1.950000 579.600000 15.600000 2.770000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -1.020000 541.200000 9.200000 1.730000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.480000 250.080000 4.080000 1.660000 246.000000
Nordea Bank Abp 29 0.320000 3455.060000 1.060000 0.030000 3453.999992
Handelsbanken A 5 0.090000 546.500000 0.500000 0.090000 546.000000
Creaspac SPAC 6 -0.730000 572.400000 -4.600000 -0.800000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
CTEK 13 -3.150000 519.740000 -14.260000 -2.670000 533.999999
Essity B 2 -1.170000 556.600000 -17.400000 -3.030000 574.000000
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
International Petroleum Corp. 5 -3.040000 557.500000 -37.070000 -6.230000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.340000 558.960000 -54.040000 -8.820000 612.999432
Axfood 13 -1.530000 3604.900000 -151.100000 -4.020000 3756.000001
OX2 18 -1.130000 1423.800000 -240.200000 -14.440000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -3.390000 2813.200000 -548.800000 -16.320000 3361.999992
TOTAL 46264.760000 -623.810000 -1.99501% 46888.564618

Updated:¶

'2023-01-24 16:01:35.624056'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶